Details about Jaeho Kim

Access statistics for papers by Jaeho Kim.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pki388

Working Papers

2013

1. Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks
   MPRA Paper, University Library of Munich, Germany View citations (6)
2. The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives
   MPRA Paper, University Library of Munich, Germany View citations (5)

Journal Articles

2020

1. Why are Bayesian trend-cycle decompositions of US real GDP so different?
   Empirical Economics, 2020, 58, (3), 1339-1354 View citations (1)

2019

2. Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity
   Journal of Applied Econometrics, 2019, 34, (6), 1016-1028 View citations (6)

2015

3. Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts
   Journal of Business & Economic Statistics, 2015, 33, (4), 566-578 View citations (3)